+5.8%
GLXY vs DVA
+26.0%
-20.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -4.2% |
| 7D | -8.9% | -0.2% | -8.8% | -8.9% |
| 30D | +19.9% | +1.7% | +18.2% | +20.3% |
| 3M | -20.0% | -8.7% | -11.3% | -19.8% |
| 6M | +10.5% | +19.7% | -9.1% | +19.3% |
| YTD | +7.9% | +59.6% | -51.7% | +35.1% |
| 1Y | -7.5% | +37.1% | -44.6% | +20.1% |
| All | +5.8% | +26.0% | -20.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling